This is the equally weighted commodity futures monthly return series
constructed by Gary Gorton (Wharton, UPenn) and Geert Rouwenhorst (Yale).
Details of the construction of the series are described in "Facts and Fantasies
about Commodity Futures," NBER Working Paper No. 10595.
http://papers.nber.org/w10595
EqWtdTR_through_2005.xls -- through 12/31/05